applications in finance, energy, planning and logistics (World scientific series in finance, volume 4) Gassmann, Horand I.. creator Ziemba, William T.. text encyclopedia World Scientific Publishing Co. Pte. Ltd. 2012 monographic 549 p. Chapter 1: Introduction and Summary. Part I: Papers in Finance. Chapter 2: Longevity Risk Management for Individual Investors. Chapter 3: Optimal Stochastic Programming-Based Personal Financial Planning with Intermediate and Long-Term Goals. Chapter 4: Intertemporal Surplus Management with Jump Risks. Chapter 5: Jump-Diffusion Risk-Sensitive Benchmarked Asset Management. Chapter 6: Dynamic Portfolio Optimization under Regime-Based Firm Strength. Chapter 7: Option Portfolio Management as a Chance Constrained Problem. Chapter 8: Stochastic Models for Optimizing Immunization Strategies in Fixed-Income Security Portfolios under Some Sources of Uncertainty. Chapter 9: Stochastic Programming and Optimization in Horserace Betting. Part II: Papers in Production Planning and Logistics. Chapter 10: Multi-Stage Stochastic Programming for Natural Gas Infrastructure Design with a Production Perspective. Chapter 11: A Stochastic Programming Model for Optimizing the Production of Farmed Atlantic Salmon. Chapter 12: Prioritizing Network Interdiction of Nuclear Smuggling. Chapter 13: Sawmill Production Planning Under Uncertainty: Modelling and Solution Approaches. Part III: Papers on Energy. Chapter 14: An Electricity Procurement Model with Energy and Peak Charges. Chapter 15: A Stochastic Game Model Applied to the Nordic Electricity Market. Chapter 16: Multi-Lag Benders Decomposition for Power Generation Planning with Nonanticipativity Constraints on the Dispatch of LNG Thermal Plants. Part IV: Papers on Telecommunications. Chapter 17: Stochastic Second-Order Cone Programming in Mobile Ad-Hoc Networks: Sensitivity to Input Parameters. Chapter 18: Stochastic Frequency Assignment Problem. Cover, Title,Stochastic programming: applications in finance, energy, planning and logistics (World scientific series in finance, volume 4)--Preface, Introduction, TOC,Acknowledgements--Preface, Introduction, TOC,List of Contributors--Preface, Introduction, TOC,Preface--Preface, Introduction, TOC,Books and Collections of Papers on Stochastic Programming--Preface, Introduction, TOC,Contents--References, Appendix, Index,Index. HKBU library William T. Horand I.;Ziemba Gassmann. Ebook YT2025 M10 Economics & finance Mathematical Quantitative Finance HB143.7 S864 2013 9789814407502 9789814407519 http://portal.igpublish.com/iglibrary/search/WSPCB0002842.html http://portal.igpublish.com/iglibrary/search/WSPCB0002842.html SDU 161107